On Rereading Stein’s Lemma: Its Intrinsic Connection with Cramér-Rao Identity and Some New Identities
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DOI: 10.1007/s11009-020-09830-w
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Keywords
Chen-Stein approximation; Continuous distributions; Cramér-Rao identity; Exponential family; Identities; Non-exponential family; Non-normal distributions; Poisson approximation; Shrinkage estimation; Stein identity; SURE;All these keywords.
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